VTWG Options History — October 2023

Name: VTWG Options Analytics - October 2023
Creator: Options Analysis Suite

In October 2023, VTWG traded between $148.25 and $163.24. ATM implied volatility averaged 27.8%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 10.3% (HV 20d: 17.5%). Max pain ranged from $150.00 to $150.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days.

Notable Days

2023-10-26: Highest Volume — 1 contracts
2023-10-10: Largest IV spike — 70.4% change
2023-10-30: Highest IV Rank — 53.4%
2023-10-30: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$156.24	$148.25	$163.24	$160.76	$150.60
Max Pain	$150.00	$150.00	$150.00	$150.00	$150.00
ATM IV	27.8%	19.7%	37.8%	23.6%	27.3%
Expected Move	7.8%	6.4%	10.8%	6.8%	7.8%
HV 20d	17.5%	13.0%	20.9%	13.3%	20.3%
HV 60d	15.5%	14.4%	16.6%	15.0%	16.5%
IV Rank	30.2%	11.3%	53.4%	20.6%	29.1%
IV Percentile	78.4%	25.0%	96.0%	61.1%	84.1%
Term Structure	-5.2%	-12.0%	1.5%	-9.1%	-0.2%
VWIV	28.5%	28.5%	28.5%	28.5%	28.5%
Skew 25d	3.3%	-11.0%	18.2%	-6.8%	12.7%
Skew 10d	-0.1%	-20.9%	17.1%	-14.3%	1.7%
Call IV 25d	23.1%	14.5%	34.4%	27.4%	34.4%
Put IV 25d	26.4%	16.8%	47.0%	20.5%	47.0%
Bid-Ask Spread %	155.06	118.49	170.92	144.02	158.17
Gamma HHI	0.63	0.37	0.87	0.63	0.37
Net GEX	1.9K	187	3.5K	2.5K	380
Net DEX	-9.2K	-21.6K	3.3K	-10.8K	2.1K
Net VEX	-89	-159	-28	-108	-66
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.045	0	1	0	0
Total OI	8.136	8	9	8	9

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2023-10-02	$160.76	$0.00	23.6%	6.8%	13.3%	20.6%	0.0%	-6.8%	-9.1%	2.5K	-10.8K	-108	144.02	N/A	N/A	0	8	0
2023-10-03	$158.36	$0.00	25.3%	7.2%	13.0%	24.3%	0.0%	-9.1%	-7.9%	1.8K	-7.5K	-83	141.56	N/A	N/A	0	8	0
2023-10-04	$158.69	$0.00	25.0%	7.2%	13.2%	23.7%	0.0%	8.0%	-2.7%	2.4K	-13.7K	-121	137.91	N/A	N/A	0	8	0
2023-10-05	$158.92	$0.00	24.9%	6.8%	13.3%	23.5%	0.0%	-2.0%	-0.9%	2.7K	-18.3K	-137	118.49	N/A	N/A	0	8	0
2023-10-06	$160.63	$0.00	28.6%	6.8%	14.2%	32.0%	0.0%	7.2%	-3.1%	2.7K	-14.1K	-122	153.78	N/A	N/A	0	8	0
2023-10-09	$160.79	$0.00	19.7%	6.4%	14.1%	11.3%	0.0%	5.7%	-1.8%	2.9K	-15.3K	-128	137.94	N/A	N/A	0	8	0
2023-10-10	$163.24	$0.00	33.5%	6.7%	15.5%	43.6%	0.0%	4.4%	-5.2%	3.5K	-21.5K	-153	170.92	N/A	N/A	0	8	0
2023-10-11	$161.83	$0.00	23.2%	6.7%	15.6%	19.6%	0.0%	3.6%	0.9%	2.9K	-13.3K	-108	158.97	N/A	N/A	0	8	0
2023-10-12	$157.94	$0.00	25.7%	7.4%	16.7%	25.4%	0.0%	-1.6%	-6.1%	2.4K	-10.6K	-92	166.57	N/A	N/A	0	8	0
2023-10-13	$156.46	$0.00	28.0%	8.0%	16.4%	30.6%	0.0%	12.2%	-4.0%	3.0K	-21.6K	-159	167.39	N/A	N/A	0	8	0
2023-10-16	$159.28	$0.00	26.2%	7.5%	18.1%	26.4%	0.0%	12.6%	-7.5%	2.4K	-12.2K	-106	164.62	N/A	N/A	0	8	0
2023-10-17	$161.01	$0.00	23.1%	6.6%	18.8%	19.3%	0.0%	5.8%	1.5%	1.9K	-7.2K	-73	161.62	N/A	N/A	0	8	0
2023-10-18	$157.30	$0.00	29.4%	8.4%	20.0%	33.9%	0.0%	-1.5%	-5.5%	1.7K	-5.9K	-56	160.49	N/A	N/A	0	8	0
2023-10-19	$154.76	$0.00	28.6%	8.2%	19.8%	32.0%	0.0%	18.2%	1.2%	1.6K	-8.0K	-68	165.60	N/A	N/A	0	8	0
2023-10-20	$153.17	$0.00	29.4%	8.4%	20.0%	34.0%	0.0%	6.7%	-10.1%	1.9K	-10.5K	-82	159.79	N/A	N/A	0	8	0
2023-10-23	$152.10	$0.00	32.1%	9.2%	20.1%	40.1%	0.0%	16.0%	-4.2%	1.3K	-6.2K	-59	154.82	N/A	N/A	0	8	0
2023-10-24	$153.51	$0.00	31.6%	9.1%	20.4%	39.1%	0.0%	-6.7%	-11.5%	1.4K	-6.2K	-58	161.23	N/A	N/A	0	8	0
2023-10-25	$150.54	$0.00	33.0%	9.5%	20.9%	42.3%	0.0%	10.1%	-6.9%	803	-3.2K	-28	155.80	N/A	N/A	0	8	0
2023-10-26	$149.81	$0.00	29.3%	8.4%	20.2%	33.7%	28.5%	-4.2%	-7.5%	889	-3.8K	-37	155.56	N/A	N/A	1	8	0
2023-10-27	$148.25	$150.00	26.0%	7.5%	20.2%	26.1%	0.0%	-11.0%	-12.0%	489	2.3K	-61	157.97	N/A	N/A	0	8	1
2023-10-30	$149.23	$150.00	37.8%	10.8%	20.3%	53.4%	0.0%	-6.7%	-10.9%	187	3.3K	-49	158.05	N/A	N/A	0	8	1
2023-10-31	$150.60	$150.00	27.3%	7.8%	20.3%	29.1%	0.0%	12.7%	-0.2%	380	2.1K	-66	158.17	N/A	N/A	0	8	1